Yvsa is absolutely WRONG... I'm kidding, he's 100% RIGHT. Automotive carnauba paste wax or gun stock wax would be great. I've use gun stock wax on blued guns before and it works perfectly. They don't rust, and it can be reapplied at any time without any major prep involved. It's not oily or greasy. You can even get spray on car wax. I used to use it on my roll around and top box when I worked in the shop. Have also used it on carbon steel knives. The paste is less messy, the aerosol gets down into cracks and crevices better. 6 of one, 1/2 dozen of the other.
You can use Butchers bowling alley wax, too. It's recommended for leather, metal, and floors. It should be just what you need.
Wax doesn't scratch or chip, as Yvsa pointed out. Reapplication is as easy as rub on, let dry to a haze, and then buff with a clean, soft cloth. Simple is good.